+292.5%
ROIV vs DGX
+114.0%
+178.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | +16.9% | -0.9% | +17.8% | +17.2% |
| 30D | +12.9% | -1.2% | +14.0% | +13.2% |
| 3M | +37.3% | +15.8% | +21.5% | +30.2% |
| 6M | +38.0% | +18.2% | +19.8% | +29.8% |
| YTD | +88.1% | +37.2% | +50.9% | +67.1% |
| 1Y | +183.3% | +30.4% | +152.9% | +155.4% |
| 3Y | +254.6% | +96.7% | +157.9% | +165.5% |
| 5Y | +309.8% | +67.2% | +242.7% | +213.5% |
| All | +292.5% | +114.0% | +178.5% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling